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Discusses the two fundamental subspaces of a linear operator - range and nullspace - and the rank of an operator.

Definition 1 Let X be a finite dimensional Hilbert Space with orthonormal basis { b 1 , b 2 , . . . , b n } and A : X Y be a linear operator. The range of A is the subspace

R ( A ) = { y Y : y = A x X } = [ { A b 1 , A b 2 , ... , A b n } ] .

It is easy to see that R ( A ) is a subspace of Y . To show the second equality above, note that if x X then it can be written as x = i = 1 n a i b i ; therefore,

A x = A i = 1 n a i b i = i = 1 n A ( a i b i ) = i = 1 n a i A b i = i = 1 n a i ψ i ,

where ψ i = A b i . Before we can claim that { ψ i } is a basis for R ( A ) , we must first show its elements are linearly independent.

Lemma 1 If X be n -dimensional and A : X Y , then R ( A ) has dimension less than for equal to n .

If the set { ψ 1 , ψ 2 , ... , ψ n } given above is linearly independent then it is a basis for R ( A ) , and the dimension of R ( A ) is n . If they are not linearly independent we must show that dim ( R ( A ) ) < n . If { ψ 1 , ψ 2 , ... , ψ n } are linearly dependent then there exists a set of scalars { α 1 , α 2 , ... , α n } such that i = 1 n α i ψ i = 0 with at leas one nonzero α i ; we let that be α 1 without loss of generality. We then have

ψ 1 = - 1 α i i = 2 n α i ψ i ,

and so span ( { ψ 1 , ... , ψ n } ) = span ( { ψ 2 , ... , ψ n } ) . If the set { ψ 2 , ... , ψ n } is linearly independent, then dim ( R ( A ) ) = n - 1 n . Otherwise, iterate this procedure to show that dim ( R ( A ) ) < n - 1 .

Definition 2 The null space of a A is the set of all points x X that map to zero:

N ( A ) = { x X : A x = 0 } .

It is easy to see that N ( A ) is a subspace of X.

Lemma 2 An operator A is non-singular if and only if N ( A ) = { 0 } .

We can extend the concept of rank from matrices to operators.

Definition 3 The rank of A is the dimension of R ( A ) = rank ( A ) .

Theorem 1 Let A : X Y and X be an n-dimensional space. Then,

rank ( A ) + dim ( N ( A ) ) = n .

Let N ( A ) have dimension m . Design an orthonormal basis e 1 , . . . , e n such that e 1 , . . . , e m are an orthonormal basis for N ( A ) X . This implies that ψ i = A e i = 0 , for i = 1 , . . . , m . Therefore, R ( A ) = span ( { ψ i } i = 1 n ) = span ( { ψ i } i = m + 1 n ) , so rank ( A ) = dim ( R ( A ) ) n - m .

Now we need to show that { ψ i } i = m + 1 n are linearly independent. We use contradiction by assuming that { ψ i } i = m + 1 n are linearly dependent, which means that i = m + 1 n b i ψ i = 0 for some scalars b i that are not all zero, i.e.,

i = m + 1 n b i A e i = A i = m + 1 n b i e i = 0 ,

so we know i = m + 1 n b i e i N ( A ) . We also know that e i e j , i j , and so e i N ( A ) for i = m + 1 , . . . , n . This implies in turn that i = m + 1 n b i e i N ( A ) for all choices of { b i } . Because i = m + 1 n b i e i N ( A ) , the only possibility is that i = m + 1 n b i e i = 0 . However, the orthonormal basis vectors e i for i = m + 1 , . . . , n are linear independent, and so we must have that b i = 0 . This is a contradiction with our original assumption, implying that the vectors { ψ i } i = m + 1 n are linearly independent. Therefore, this set of vectors is a basis for R ( A ) and rank ( A ) = dim ( R ( A ) ) = n - m . This in turn implies that rank ( A ) + dim ( N ( A ) ) = n .

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Source:  OpenStax, Introduction to compressive sensing. OpenStax CNX. Mar 12, 2015 Download for free at http://legacy.cnx.org/content/col11355/1.4
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